Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.689 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51587.25 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48388.19 Kr¶

PnL: ---------------------------------------> -699.38 Kr¶

DD now: ---------------------------------> -0.688 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:47:46.637775'

Anic Portfolio¶

Today¶

Return: -0.6 %¶

This Week¶

Return: 8.542 %¶

Total¶

Return: 68.883 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.890000 767.200000 94.200000 14.000000 673.000000
Nordea Bank Abp 29 -0.230000 3526.980000 72.980000 2.110000 3453.999992
Fasadgruppen Group 38 2.400000 4210.400000 69.400000 1.680000 4140.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.090000 3424.000000 47.000000 1.390000 3377.000000
Swedbank A 3 2.690000 606.900000 42.900000 7.610000 564.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 0.280000 596.160000 39.160000 7.030000 557.000004
Resurs Holding 22 0.290000 610.720000 36.720000 6.400000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.230000 384.000000 29.000000 8.170000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.780000 543.600000 16.600000 3.150000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.190000 247.200000 1.200000 0.490000 246.000000
Securitas B 6 -1.430000 570.840000 0.840000 0.150000 570.000000
Corem Property Group B 59 -0.760000 577.020000 0.020000 0.000000 576.999999
Handelsbanken A 5 0.510000 546.000000 0.000000 0.000000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.090000 544.000000 -30.000000 -5.230000 574.000000
Boozt 12 -1.680000 1617.600000 -36.400000 -2.200000 1653.999996
CTEK 13 -1.800000 497.380000 -36.620000 -6.860000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.070000 555.960000 -57.040000 -9.310000 612.999432
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.370000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 -0.260000 4035.000000 -265.000000 -6.160000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48388.190000 -699.380000 -0.68752% 49087.564636

Updated:¶

'2023-01-31 13:48:00.804170'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶